Yahoo data errors for ASX symbols

yahoo
asx
amiquote
Tags: #<Tag:0x00007f2d7af0d2d8> #<Tag:0x00007f2d7af0d148> #<Tag:0x00007f2d7af0cf40>

#1

Based on feedback received from one of Australian users I checked and found discrepancy between what is displayed on Yahoo Finance

https://finance.yahoo.com/quote/QAN.AX/history?p=QAN.AX

and what is downloaded when you click on “Download data” link on the very same page.

As you can see when you click on “Download data” link (that is what AmiQuote uses to download data), you get correct OHLC V data but the date is incorrect (one day back, Sunday instead of Monday).

The only thing you can do at the moment is to complain directly to Yahoo that the ‘Download link’ data do not match the data displayed on the very same page.

I was thinking about implementing timeshift for .AX symbols (via ASCII importer’s $TIMESHIFT 24 command) to correct this but trouble is that for some date ranges their data is correct (Monday-Friday) but other date ranges have -1 day shift (so they are Sunday-Thursday). For example data between October 2nd, 2016 and April 3rd 2017 are incorrect (dates shifted one day back). Dates from April 3rd, 2017 till now (June 6, 2017) are correct.

It seems that Yahoo has some trouble with the timestamping because Australia is in different timezone so for clueless US company like Yahoo it may look like “previous day” sometimes. If that was constant timeshift, we could adjust that, but with current, random behavior it is really messy.

Update: this difference is because of differences in DAYLIGHT SAVING between USA and Australia. US and Australia changes to daylight saving time in different weeks.


Error using Yahoo Current day
AmiQuote Frequently Asked Questions
Error using Yahoo Current day
AmiQuote Frequently Asked Questions
#2

– deleted post (and replies) on request of @simondennis


#5

An alternative paid data service for the ASX is Justdata.

http://www.justdata.com.au/

I’ve used them for nearly 20 years.


#7

Thanks Bodhi. I’m looking for unpaid preferably. My need is XJO & FTSE EOD and I think I can use Yahoos manual download and ASCII import wizard. As for the full ASX I can use the same method weekly from https://www.asxhistoricaldata.com/

If I needed more than the two quotes daily I’d be happy for a paid provider.